+200.7%
MNST vs NIO
-36.7%
+237.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -6.5% | -13.0% | +6.6% | -5.8% |
| 30D | -7.2% | -18.3% | +11.1% | -6.2% |
| 3M | -1.0% | -33.2% | +32.2% | +1.1% |
| 6M | +11.5% | -21.5% | +33.0% | +12.5% |
| YTD | +14.3% | -25.5% | +39.8% | +15.6% |
| 1Y | +38.1% | -38.0% | +76.1% | +40.6% |
| 3Y | +55.0% | -65.5% | +120.4% | +59.3% |
| 5Y | +79.6% | -90.6% | +170.2% | +91.2% |
| All | +200.7% | -36.7% | +237.4% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling